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N tf . constant ( 2 0 1 . 0 ) # Number of steps to split tf . constant ( T ( N -
N tfconstant # Number of steps to split tfconstantT N Nint tfcastN dtypetf.dtypes.int Tranform the constant N into an int type. t tflinspace T Nint #Simulating the normal shocks tfrandom.normal shape Nint meanstddev dtypetf.dtypes.float tfconstant shapeWe need to pass the shape here to avoid an error when concate nating and ztfconcatz theta,zaxis theta Construct the Brownian Motions kLtfmath.cumsumztfsgrtdt TO BE FILLED Sttfmath.explnSt St What should I replace TO BE FILLED with to get the desire result tfmath.log Wt Srsigma tsigma Wt; fmath.logSrsigma tsigma Wt; S tfexprsigma tsigmaWt
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